Struct yata::indicators::AverageDirectionalIndex

pub struct AverageDirectionalIndex<M: MovingAverageConstructor = MA> {
    pub method1: M,
    pub method2: M,
    pub period1: PeriodType,
    pub zone: ValueType,
}

Average Directional Index

Links:

• https://school.stockcharts.com/doku.php?id=technical_indicators:average_directional_index_adx
• https://www.investopedia.com/terms/a/adx.asp
• https://primexbt.com/blog/average-directional-index/

3 values

• ADX

Range in [0.0; 1.0]

• +DI

Range in [0.0; 1.0]

• -DI

Range in [0.0; 1.0]

2 signals

• BUY_ALL when ADX over zone and +DI > -DI, SELL_ALL when ADX over zone and -DI > +DI. Otherwise - no signal.
• Digital signal by difference between +DI and -DI

Fields

method1: M

Default is RMA(14)

Period range is in (period1; PeriodType::MAX)

method2: M

Default is RMA(14)

Period range is in (period1; PeriodType::MAX)

period1: PeriodType

Default is 1

Range in [1; min(di_length, adx_smoothing))

zone: ValueType

Default is 0.2

Range in [0.0; 1.0]

Trait Implementations

impl<M: Clone + MovingAverageConstructor> Clone for AverageDirectionalIndex<M>

fn clone(&self) -> AverageDirectionalIndex<M>

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<M: Debug + MovingAverageConstructor> Debug for AverageDirectionalIndex<M>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for AverageDirectionalIndex

fn default() -> Self

Returns the “default value” for a type.

impl<'de, M: MovingAverageConstructor> Deserialize<'de> for AverageDirectionalIndex<M> where
    M: Deserialize<'de>, 

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
    __D: Deserializer<'de>, 

Deserialize this value from the given Serde deserializer.

impl<M: MovingAverageConstructor> IndicatorConfig for AverageDirectionalIndex<M>

type Instance = AverageDirectionalIndexInstance<M>

Type of State

const NAME: &'static str

Name of an indicator

fn init<T: OHLCV>(self, candle: &T) -> Result<Self::Instance, Error>

Initializes the State based on current Configuration

fn validate(&self) -> bool

Validates if Configuration is OK

fn set(&mut self, name: &str, value: String) -> Result<(), Error>

Dynamically sets Configuration parameters

fn size(&self) -> (u8, u8)

Returns an IndicatorResult size processing by the indicator (count of raw values, count of signals)

fn name(&self) -> &'static str

Returns a name of the indicator

fn init_fn<'a, T: OHLCV>(
    self,
    initial_value: &'a T
) -> Result<Box<dyn FnMut(&'a T) -> IndicatorResult>, Error> where
    Self: 'static, 

Creates an IndicatorInstance function from this IndicatorConfig.

fn over<T, S>(self, inputs: S) -> Result<Vec<IndicatorResult>, Error> where
    T: OHLCV,
    S: AsRef<[T]>,
    Self: Sized, 

Evaluates indicator config over sequence of OHLC and returns sequence of IndicatorResults

impl<M: MovingAverageConstructor> Serialize for AverageDirectionalIndex<M> where
    M: Serialize, 

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
    __S: Serializer, 

Serialize this value into the given Serde serializer.

impl<M: Copy + MovingAverageConstructor> Copy for AverageDirectionalIndex<M>